+38.8%
FXI vs AXON
+44.5%
-5.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -4.2% | +0.8% | -5.0% | -4.2% |
| 30D | -1.1% | -22.8% | +21.6% | -0.6% |
| 3M | -4.0% | -48.8% | +44.8% | -2.7% |
| 6M | -11.8% | -16.3% | +4.5% | -11.6% |
| YTD | -11.9% | -44.5% | +32.6% | -11.2% |
| 1Y | -16.1% | -43.4% | +27.3% | -15.5% |
| 3Y | +38.8% | +44.3% | -5.5% | +38.5% |
| All | +38.8% | +44.5% | -5.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AXON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling